At the bottom of the post, click the "Save draft" button, and confirm with "Yes".

To get at the saved draft, click the "User Control Panel" link at top left (just under Board index).Then click Manage Drafts (on the left side of the Overview tab, which is open by default). All the posts you have begun but not submitted will be listed.At right (under SAVED AS) click Load Draft.

...and carry on as usual.

Note (added Nov 2013): The usernames in the "To" box are removed when you save a draft. You have to add them back in.